Many people have their theories but for each theory we have three
anti-theories. For that reason, let's be vague and say that the
Huns came from beyond
the Volga River.

And here is the Volga River on
a map (yellow arrows:)

The Huns in a Nutshell

All in all, the Huns played a big part in history
from approximately 370 to 455. They were nomads and feared warriors.
So they kicked butt as they went and acquired thus great
wealth and a huge empire.

The Huns attack the Goths,
who implore the protection
of the Roman emperor of the East. The Goths are allowed to pass
the Danube, and to settle in the Roman provinces.

A war soon
breaks out between them and the Romans, and the emperor Valensand his army are destroyed by them. They ravage the Roman
territories. The emperor Theodosius reduces them to
submission.
They retain settlements in Thrace and Asia Minor.